Windows has supported the use of Ctrl and Shift modifiers for mouse click actions since version 3 that I am aware of. It may have been earlier, but that is where my serious involvement started.

Click on a message, Hold shift and click on another and everything is selected between and including the clicks. Hold Alt and click on one of the selected messages and it and only it will be deselected. Click it again to reselect it Continuing with alt, click a non selected message and it will be selected.

then hit delete.

Oh and I forgot Ctrl+A which will select everything in the list.

I'm using Windows OS If I want to select individual emails , I hold down Ctrl and then keep it pressed whilst I click on various emails to select/highlight They appear below in Message Pane as X conversations and a 'Delete' button is offered.